Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1544498.9961 | 384674.5831 | -1929173.5792 | 74362580.6059 | 70536579.9124 | 3826000.6936 |
Total P&L (%) | -1544.499 | 384.6746 | -1929.1736 | 74362.5806 | 70536.5799 | 3826.0007 |
Avg Daily Profit (%) | -0.828 | 0.2062 | -1.0342 | 0.3551 | 0.3523 | 0.197 |
Buy And Hold Return (%) | 12721.2025 | 12721.2025 | 12721.2025 | 12721.2025 | 12721.2025 | 12721.2025 |
Max Trade Drawdown | -2065283 | -112581 | -2061756 | -36176391 | -23642438 | -35523128 |
Profit Factor | 0.3496 | 3.0317 | 0.1172 | 1.6294 | 2.4236 | 1.0558 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 91 | 45 | 46 | 83 | 40 | 43 |
Losing Trades | 19 | 10 | 9 | 27 | 15 | 12 |
Profitability (%) | 82.7273 | 81.8182 | 83.6364 | 75.4545 | 72.7273 | 78.1818 |
Ratio Avg Win / Avg Loss | 0.073 | 0.6737 | 0.0229 | 0.53 | 0.9089 | 0.2946 |
Largest Winning Trade | 316318 | 316318 | 28264 | 45695273 | 45695273 | 15337483 |
Largest Losing Trade | -1636583 | -55388 | -1636583 | -32930843 | -23642438 | -32930843 |
Avg Bars in Trades | 46 | 52 | 41 | 46 | 52 | 41 |
Avg Bars in Winners | 21 | 25 | 18 | 28 | 30 | 27 |
Avg Bars in Losers | 167 | 173 | 161 | 102 | 110 | 92 |
Bars Traded | 5157 | 2867 | 2290 | 5157 | 2867 | 2290 |
Profit Streak | 48.5095 | 149.1762 | 48.5095 | 48.5095 | 149.1762 | 48.5095 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574636 | -329697 | -756029 | 510781 | -165517 | -494451 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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